From: Jérôme Benoit <jerome.benoit@piment-noir.org>
Date: Fri, 2 Jan 2026 17:29:04 +0000 (+0100)
Subject: refactor(quickadapter): cleanup timeframe_minutes usage
X-Git-Url: https://git.piment-noir.org/?a=commitdiff_plain;h=94bf75815f17d0b1bbdc9bca79ce413a3877032f;p=freqai-strategies.git

refactor(quickadapter): cleanup timeframe_minutes usage

Signed-off-by: Jérôme Benoit <jerome.benoit@piment-noir.org>
---

diff --git a/quickadapter/user_data/strategies/QuickAdapterV3.py b/quickadapter/user_data/strategies/QuickAdapterV3.py
index b70d204..52254c3 100644
--- a/quickadapter/user_data/strategies/QuickAdapterV3.py
+++ b/quickadapter/user_data/strategies/QuickAdapterV3.py
@@ -109,6 +109,7 @@ class QuickAdapterV3(IStrategy):
         return "3.9.1"
 
     timeframe = "5m"
+    timeframe_minutes = timeframe_to_minutes(timeframe)
 
     stoploss = -0.025
     use_custom_stoploss = True
@@ -147,16 +148,16 @@ class QuickAdapterV3(IStrategy):
 
     _PLOT_EXTREMA_MIN_EPS: Final[float] = 0.01
 
-    timeframe_minutes = timeframe_to_minutes(timeframe)
-
     minimal_roi = {str(timeframe_minutes * 864): -1}
 
     # FreqAI is crashing if minimal_roi is a property
     # @property
     # def minimal_roi(self) -> dict[str, Any]:
-    #     timeframe_minutes = timeframe_to_minutes(self.config.get("timeframe", "5m"))
+    #     timeframe_minutes = self.get_timeframe_minutes()
     #     fit_live_predictions_candles = int(
-    #         self.config.get("freqai", {}).get("fit_live_predictions_candles", DEFAULT_FIT_LIVE_PREDICTIONS_CANDLES)
+    #         self.config.get("freqai", {}).get(
+    #             "fit_live_predictions_candles", DEFAULT_FIT_LIVE_PREDICTIONS_CANDLES
+    #         )
     #     )
     #     return {str(timeframe_minutes * fit_live_predictions_candles): -1}
 
@@ -167,15 +168,18 @@ class QuickAdapterV3(IStrategy):
     process_only_new_candles = True
 
     @staticmethod
+    @lru_cache(maxsize=None)
     def _trade_directions_set() -> set[TradeDirection]:
-        return {
-            QuickAdapterV3._TRADE_DIRECTIONS[0],
-            QuickAdapterV3._TRADE_DIRECTIONS[1],
-        }
+        return set(QuickAdapterV3._TRADE_DIRECTIONS)
 
     @staticmethod
+    @lru_cache(maxsize=None)
     def _order_types_set() -> set[OrderType]:
-        return {QuickAdapterV3._ORDER_TYPES[0], QuickAdapterV3._ORDER_TYPES[1]}
+        return set(QuickAdapterV3._ORDER_TYPES)
+
+    @lru_cache(maxsize=None)
+    def get_timeframe_minutes(self) -> int:
+        return timeframe_to_minutes(self.config.get("timeframe"))
 
     @property
     def can_short(self) -> bool:
@@ -465,9 +469,7 @@ class QuickAdapterV3(IStrategy):
                     ),
                 }
             )
-        self._candle_duration_secs = int(
-            timeframe_to_minutes(self.config.get("timeframe")) * 60
-        )
+        self._candle_duration_secs = int(self.get_timeframe_minutes() * 60)
         self.last_candle_start_secs: dict[str, Optional[int]] = {}
         process_throttle_secs = self.config.get("internals", {}).get(
             "process_throttle_secs", 5
@@ -1167,7 +1169,7 @@ class QuickAdapterV3(IStrategy):
             natr_multiplier=label_natr_multiplier,
         )
         label_period = datetime.timedelta(
-            minutes=len(dataframe) * timeframe_to_minutes(self.config.get("timeframe"))
+            minutes=len(dataframe) * self.get_timeframe_minutes()
         )
         dataframe[EXTREMA_COLUMN] = 0.0
         dataframe["minima"] = 0.0
@@ -1317,7 +1319,7 @@ class QuickAdapterV3(IStrategy):
             return None
         return int(
             ((current_date - entry_date).total_seconds() / 60.0)
-            / timeframe_to_minutes(self.config.get("timeframe"))
+            / self.get_timeframe_minutes()
         )
 
     def get_trade_annotation_line_start_date(
@@ -1334,9 +1336,8 @@ class QuickAdapterV3(IStrategy):
             - (trade_duration_candles if trade_duration_candles is not None else 0),
         )
 
-        timeframe_minutes = timeframe_to_minutes(self.config.get("timeframe"))
         offset_timedelta = datetime.timedelta(
-            minutes=offset_candles_remaining * timeframe_minutes
+            minutes=offset_candles_remaining * self.get_timeframe_minutes()
         )
 
         return trade.open_date_utc - offset_timedelta
@@ -2147,8 +2148,8 @@ class QuickAdapterV3(IStrategy):
 
             if (
                 side == QuickAdapterV3._TRADE_DIRECTIONS[0]
-                and not (close_k > threshold_k)
-            ) or (  # "long"
+                and not (close_k > threshold_k)  # "long"
+            ) or (
                 side == QuickAdapterV3._TRADE_DIRECTIONS[1]
                 and not (close_k < threshold_k)  # "short"
             ):